+51.4%
PYPL vs TSEM
+1,381.3%
-1,329.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.8% | -10.9% | -4.8% |
| 7D | +2.7% | +6.9% | -4.2% | +1.0% |
| 30D | -4.9% | +5.3% | -10.2% | -6.5% |
| 3M | +28.9% | -14.9% | +43.8% | +29.2% |
| 6M | +18.2% | +80.0% | -61.8% | -6.8% |
| YTD | -5.0% | +89.4% | -94.4% | -27.4% |
| 1Y | -18.8% | +253.1% | -271.9% | -49.5% |
| 3Y | -12.6% | +642.1% | -654.7% | -58.9% |
| 5Y | -80.8% | +659.1% | -739.9% | -91.3% |
| 10Y | +49.9% | +1,291.4% | -1,241.5% | -45.8% |
| All | +51.4% | +1,381.3% | -1,329.9% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling